TSLA · > 23% below its 200-day MA · forward 21 sessions · recency window from 2021-01-01 · half-life 9mo · de-clustered ≥42d
Now: -24.4% vs the 200-day MA · 8th pctile (2021+) · 4th all-time
Close 311.21 · MA 411.60 · IN BREACH now · all-time range -57.1% … +198.3%
Forward returns by regime
Median forward return (% positive) at 2 / 5 / 8 / 11 / 15 / 21 sessions, conditioned on each market regime — and the recency-weighted read (the headline). Watch how the shape shifts as the window tightens toward now.
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
Horizon
Full historyn=11
Post-Covidn=7
AI eran=4
Rallyn=3
Recency-wtdn=7
2 sessions
-1.2% 36%
-1.2% 29%
-0.7% 25%
-1.2% 33%
-3.3% 22%
5 sessions
-1.7% 45%
-1.8% 29%
-1.7% 25%
-1.8% 33%
-3.4% 21%
8 sessions
+1.0% 50%
-1.1% 33%
-1.6% 33%
-3.5% 50%
+2.5% 59%
11 sessions
+0.8% 50%
+0.8% 50%
+4.3% 67%
+7.1% 50%
+17.0% 68%
15 sessions
+0.4% 50%
+0.4% 50%
+5.6% 67%
+12.7% 50%
+27.2% 70%
21 sessions
+5.3% 60%
+0.7% 50%
+10.5% 67%
+11.5% 50%
+28.4% 68%
Regime delta: the recency-weighted 21-day median is +23.0 pts vs the full-history read — the recent regime is markedly stronger here.
Headline is recency-weighted (faster 9-month half-life) over 7 post-2021 events. Regime windows: AI era from Apr 1 2023 · Rally from the Oct 30 2023 bottom. Tight regimes carry few events (see the n per column) — read them with the recency-weighted line, which keeps sample by fading rather than cutting.
Forward 21d · median
+28.4%
mean +13.2%
% positive
68%
7 events
vs baseline
+26.3 pts
base +2.0% / 55% pos
Range
-31% … +28%
25th -10.1% · 75th +9.6%
Path · max-gain
+6.7%
median MFE in window
Path · max-draw
-7.9%
median MAE in window
Every event · outcome over time
Each dot is one de-clustered event at its date; height is the forward 21-session return. Gold-ringed = post-2021 — if there are few gold rings, the signal is a pre-Covid-regime artifact.
By decade: 2010s 42020s 6
The event log
Event date
Stretch
Fwd 21d
Max gain
Max draw
2016-02-02
-22.9%
+7.1%
+7.1%
-21.4%
2018-03-28
-23.6%
+14.1%
+18.6%
-2.1%
2019-04-26
-23.6%
-19.7%
+8.6%
-19.7%
2019-06-26
-23.5%
+4.0%
+20.8%
+0.0%
2022-05-20
-27.3%
+6.7%
+16.7%
-5.4%
2022-10-07
-22.8%
-11.7%
+2.4%
-11.7%
2022-12-07
-33.7%
-31.2%
+2.9%
-37.9%
2023-04-20
-23.4%
+10.5%
+10.5%
-5.7%
2024-03-05
-23.1%
-5.3%
+0.0%
-10.1%
2025-04-08
-23.3%
+28.4%
+31.6%
+0.0%
Read it honestly. The recency-weighted read leans on 7 post-2021 events (half-life 9mo); the full-history column carries 11. The regime delta shows how far recent behaviour has drifted from the long base rate. De-clustered by a 42-session gap; overlapping windows remain. A context gauge, not a mechanical signal.
Computed live from adjusted-close history (yfinance). Forward return = close-to-close over 21 sessions from each event. MFE/MAE = max favorable / adverse excursion within the window. Educational research, not investment advice.